Anomaly augmented generative adversarial network

Systems and methods for anomaly detection in accordance with embodiments of the invention are illustrated. One embodiment includes a method for training a system for detecting anomalous samples. The method draws data samples from a data distribution of true samples and an anomaly distribution and draws a latent sample from a latent space. The method further includes steps for training a generator to generate data samples based on the drawn data samples and the latent sample, and training a cyclic discriminator to distinguish between true data samples and reconstructed samples. A reconstructed sample is generated by the generator based on an encoding of a data sample. The method identifies a set of one or more true pairs, a set of one or more anomalous pairs, and a set of one or more generated pairs. The method trains a joint discriminator to distinguish true pairs from anomalous and generated pairs.